Asymmetric exchange rate exposure: Theory and evidence

Journal of International Money and Finance

Volumn 22, Issue 3, 2003, Pages 365-383

  Koutmos, Gregory ^a   Martin, Anna D ^a  

^a FAIRFIELD UNIVERSITY   (United States)

Author keywords

Asymmetric exposure; Conditional heteroskedasticity; Exchange rate exposure

Indexed keywords

EID: 0038579555     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(03)00012-3     Document Type: Article

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